Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2026-07-24), PhenixFIN's 10-Year Sharpe Ratio is -0.16.
PhenixFIN (NAS:PFX) 10-Year Sharpe Ratio Explanation
The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.
PhenixFIN 10-Year Sharpe Ratio Related Terms
PFX vs VGI, DFDV, HNNA: 10-Year Sharpe Ratio Comparison
For the Asset Management subindustry, PhenixFIN's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-Year Sharpe Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
PhenixFIN 10-Year Sharpe Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, PhenixFIN's 10-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where PhenixFIN's 10-Year Sharpe Ratio falls into.
The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past ten years.
PhenixFIN (PFX) has a 10-Year Sharpe Ratio of -0.16 as of Jul. 24, 2026. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for PhenixFIN and its competitors.
Is PhenixFIN's 10-Year Sharpe Ratio too high?
PhenixFIN's current 10-Year Sharpe Ratio is -0.16. Overall, PhenixFIN has a GF Score™ of 22/100, reflecting its overall financial health beyond just this single metric.
How does PhenixFIN's 10-Year Sharpe Ratio compare to VGI and DFDV?
PhenixFIN's 10-Year Sharpe Ratio of -0.16 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 10-Year Sharpe Ratio for an Asset Management company?
A good 10-Year Sharpe Ratio depends on the Asset Management industry context. However, 10-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 10-Year Sharpe Ratio mean?
A high 10-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for PhenixFIN and its competitors. PhenixFIN's current 10-Year Sharpe Ratio is -0.16. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is PhenixFIN stock overvalued right now?
PhenixFIN (PFX) has a current 10-Year Sharpe Ratio of -0.16. The current 10-Year Sharpe Ratio is -0.16. PhenixFIN's overall GF Score™ is 22/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 10-Year Sharpe Ratio calculated?
10-Year Sharpe Ratio is calculated from a company's financial statements. For PhenixFIN (PFX), the current 10-Year Sharpe Ratio is -0.16 as of Jul. 24, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
PhenixFIN Corp is a non-diversified closed end management investment company operating in United States. Its investment objective is to generate current income and capital appreciation by lending directly to privately held middle market companies to expand their business, refinance and make acquisitions. It mainly invests in senior secured first lien term loans, senior secured second lien term loans, unitranche, senior secured first lien notes, subordinated notes and warrants and minority equity securities. It may also invest in securities of foreign companies. Portfolio of the company mainly consists of securities across all sectors. Revenue generated by the company comprises of interest income, dividend and other income earned through investments made.
22GF Score
Get the complete analysis for PFX
10-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
PFX has been successfully added to your 
